Which Brokers Use Fxcm Data Feeds

Why FXCM

FXCM offers many quality and cost-effective market data solutions. Historical bid/ask prices and application programming interfaces (APIs) let you develop, backtest, and automate trading strategies in a wide-range of software environments. Volume, trader sentiment, and other ready-to-go trading tools turn FXCM data into powerful market insights. Try our entry-level data solutions for free or gain access to premium data by e-mailing premiumdata@fxcm.com.

What differentiates our market data?

All of FXCM's market data solutions are based on executable pricing and real client trading behaviour, which means that you are getting more than indicative data. Accessing FXCM's data is a very simple process for anyone familiar with utilising an API. Getting started is a straightforward process and we have sample code available for how to systematically consume our data, saving you valuable developer time.

  • Our FX and CFD price feeds are aggregated in real-time to display the best available bid and offer per symbol, and are easily integrated.
  • Our premium data offering provides organised and complete data sets on Sentiment (SSI), Order Flow (Trade Tape) and Volume.
  • In addition to the live provision of data, we have historical packages dating back over many years, allowing for systematic backtesting prior to putting your strategy into action. We also offer samples for free along with full product descriptions and documentation.
  • Our API offering supports a large number of programming languages and we are able to provide bespoke solutions where required.

Price Data

FX Price Feed

Whether used to meet your own internal business needs or for redistribution purposes, FXCM's FX rates provide raw prices in real time, sourced directly from major interbank and non-bank market makers, updated multiple times per second.

CFD Price Feed

Our CFD prices are derived either from multiple liquidity and pricing providers or directly from an underlying reference market. Clients can use the prices for trading, but also for internal business needs. Most CFDs are available for redistribution. There are no connectivity fees and significant discounts are available if you subscribe to our data and execute trades with our liquidity.

Formats

Receive real time prices in multiple formats – widgets, live stream via API, XML feed or end of day pricing in .CSV

Historical prices

High quality historical candle/price data is available on all our FX and CFD symbols.

Premium Data

FXCM is committed to providing systematic traders with exactly what they need : large, actionable, high-quality, and affordable data sets.

Why is our data unique?

Prior to offering our premium data products outside of FXCM, our in-house programmers utilised these data sets for FXCM's own internal algorithms for many years. This has the benefit of ensuring that the data has been maintained to an extremely high standard in terms of completeness, structure, and accessibility.

FXCM's premium data sets are derived from FXCM's live retail client trading accounts, meaning these data sets are unique to FXCM and represent real retail client behaviour. Simply put, this data is FXCM specific and cannot be found elsewhere. Please note the market data available does not indicate any personally identifiable data.

Data Offerings

FXCM offers raw and historical premium data on Sentiment (SSI), Trade Tape (Order Flow) and Volume. Each data set includes: DateTime (EST), Symbol, Name, Value.

The Speculative Sentiment Index

The Speculative Sentiment Index (SSI) provides a ratio of buyers to sellers on a given instrument. This data is typically used to build strategies on the overall behaviour of retail traders, and is often used as a contrarian indicator. Our live SSI feed is in XML format and updates at 1-minute intervals. Sentiment data dates back to 2009. Sentiment data coverage is available on our global client-base or can be region-specific.

Volume moves the market

Some strategies will use the data to determine whether a move in the markets (for example, a breakout) was a result of retail or institutional trading volume, other strategies might be momentum-based. Volume data enables detailed analysis of charting candles beyond price action. Volume data dates back to 2012 and can be retrieved in a JSON format that updates a 1-minute intervals. Sentiment and Volume data is available on the following instruments:

AUDJPY, AUDUSD, CADJPY, CHFJPY, EURAUD, EURCAD, EURCHF, EURGBP, EURJPY, EURNOK, EURSEK, EURUSD, GBPCHF, GBPJPY, GBPUSD, NZDJPY, NZDUSD, USDCAD, USDCHF, USDCNH, USDJPY, USDNOK, USDSEK, FRA40, GER30, JPN225, SPX500, UK100, US30, USOil, XAGUSD, XAUUSD

Trade Tape (Order Flow)

Timestamped in milliseconds, our trade tape enables real-time analysis of retail trading transactions. Our order flow data dates back to 2012 and is available on all of our FX and CFD instruments. Our real-time trade tape runs in FIX 4.4 protocol and updates in milliseconds on an order-by-order basis.

Want a Data Sample?

FXCM provides a 1 month of sample data in .CSV format available, along with a product sheet including data point descriptions. The data is anonymised and containing no personally identifiable information. Email premiumdata@fxcm.com to try our free entry-level data solutions or to gain access to premium data.

API Offerings

Rest API1 Java Fix ForexConnect

General

Live Feed
Historical Prices
Cost Free Free Free with 5,000 account balance Free
Required Credentials Demo or Live Demo or Live Live Demo or Live
Operating System Any Windows / Mac / Linux Windows / Mac / Linux Windows / Mac / Linux
SDK fxcmpy Python Package SDK Available on GitHub Standard FIX Protocols SDK Available on GitHub
Supports CFDs
Supports Trading
Station Desktop
Symbol Limit Unlimited Unlimited Unlimited Unlimited
Rates Limit per symbol Up to 2-3/sec Up to 2-3/sec Up to 250/sec Up to 2-3/sec
Programming Language Any with HTTP Java Any with Socket Communication Java, C/C++/C#, VB, VBA
Communication Protocol HTTP Proprietary Standard Proprietary
Desktop Application Web-based
Mobile Application
Third-Party Application
Order Creation
Delete/Modify Orders

Order Durations

Day
Good 'til Cancelled (GTC)
Good 'til Date (GTD)
Fill-or-Kill (FOK)
Immediate-or-Cancel (IOC)

Account Management

List User Accounts
Account Status
(Balance, NAV, etc.)
List Open Positions
List Closed Positions
List Outstanding Positions
Waiting Orders

Order Types

Market Order
Entry Order
Limit Order
ELS Order
OTO Order
Stop Order
Stop-Limit Order
OTO-OCO Order
If-Then Order
If-Then-ELS Order
OCO-ELS Order

Disclosure

1

REST API Tokens may require activation. Please email api@fxcm.com for issues or questions.

Bespoke Solutions

The products and services listed are our most commonly sought after. We can accommodate most requests so feel free to contact us if you need a customised solution tailored to your needs. Whether it be end-of-day secure FTP uploads, specific date periods on historical data sets or latency sensitivity, we have a team of specialists at hand who will provide you with a simplified solution that is easy to integrate with a choice of delivery options.

For customised data feeds on additional instruments, delayed data or region-specific data please contact us at premiumdata@fxcm.com.

Data Support

Our work does not stop after we have provided you with our market data. Our support team is comprised of programmers, developers and API specialists who will get to the root of your exact requirements. Whether you require assistance for connecting, integration or simple pointers and sample lines of code, our sophisticated support team is reliable, highly responsive and available 24/5 at api@fxcm.com.

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Source: https://www.fxcm.com/markets/algorithmic-trading/market-data/

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